+5.1%
GNRC vs CPB
-32.6%
+37.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.4% | +5.8% | +1.8% |
| 7D | +1.9% | -8.6% | +10.5% | +0.4% |
| 30D | -13.8% | -7.2% | -6.6% | -14.8% |
| 3M | -32.6% | +0.9% | -33.5% | -32.3% |
| 6M | -15.2% | -11.8% | -3.4% | -15.1% |
| YTD | +37.4% | -19.4% | +56.8% | +37.1% |
| 1Y | +5.1% | -30.4% | +35.5% | +6.6% |
| All | +5.1% | -32.6% | +37.8% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CPB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling